+30.2%
ATI vs VMC
-11.2%
+41.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.6% |
| 7D | -0.1% | -4.3% | +4.3% | +2.0% |
| 30D | +2.7% | -8.2% | +10.9% | +6.7% |
| 3M | +16.3% | -7.0% | +23.4% | +17.3% |
| 6M | +30.2% | -10.8% | +40.9% | +36.4% |
| All | +30.2% | -11.2% | +41.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling